One of my apps is detecting VPN connections, is there any walk-arounds?

One of my apps is detecting VPN connections, whenever I switch on Shadowsocks and open that app, it pops up a dialog says: “Current network is at risk, please quit and switch to a different network!”(translated from Chinese). If Shadowsocks is switched off, then the app can be launched normally.
Is there any walk-arounds for this situation? I would like to make the Shadowsocks connection connected at anytime, so switching off Shadowsocks is not a option.
P.S.: it’s a banking app, but I had never seen a banking app detecting VPN, so screw it’s developers.